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HSBC WAR. CALL 12/27 BAYN/  DE000HS2BKM8  /

gettex Zettex2
11/10/2024  21:36:30 Chg.-0.0070 Bid21:58:19 Ask21:58:19 Underlying Strike price Expiration date Option type
0.0990EUR -6.60% 0.0810
Bid Size: 20,000		 0.1130
Ask Size: 20,000		 BAYER AG NA O.N. 72.50 EUR 15/12/2027 Call
 

Master data

WKN: HS2BKM
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 15/12/2027
Issue date: 22/09/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.69
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.34
Parity: -4.57
Time value: 0.12
Break-even: 73.68
Moneyness: 0.37
Premium: 1.75
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 37.21%
Delta: 0.16
Theta: 0.00
Omega: 3.69
Rho: 0.10
 

Quote data

Open: 0.0840
High: 0.0990
Low: 0.0840
Previous Close: 0.1060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.87%
1 Month  
+43.48%
3 Months  
+20.73%
YTD
  -23.26%
1 Year
  -68.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1480 0.0990
1M High / 1M Low: 0.1550 0.0680
6M High / 6M Low: 0.1550 0.0530
High (YTD): 03/10/2024 0.1550
Low (YTD): 15/08/2024 0.0530
52W High: 12/10/2023 0.3100
52W Low: 15/08/2024 0.0530
Avg. price 1W:   0.1250
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1091
Avg. volume 1M:   0.0000
Avg. price 6M:   0.0930
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.1143
Avg. volume 1Y:   0.0000
Volatility 1M:   163.64%
Volatility 6M:   106.45%
Volatility 1Y:   93.89%
Volatility 3Y:   -